Diagnostics for identifying influential cases in gmanova

Charles W. Kish, Vernon M. Chinchilli, A. H. Robins Co

Research output: Contribution to journalArticlepeer-review

Abstract

Measures of influence of multivariate cases on bilinear combinations of the estimated parameter matrix in MANOVA are extended to the generalized MANOVA (GMANOVA) model. The development is based on the confidence region resulting from the likelihood ratio criterion, and is patterned after the development of Cook’s univariate DI measure. Influence measures corresponding to the other 3 common multivariate test criteria are presented. The measures are shown to be invariant with respect to the conditioning matrices associated with the tests of goodness-of-fit (GOF) and general linear hypotheses. The measures provide a method of assessment of whether the outcome of the GOF test results from the general functional form or the impact of some highly influential cases. The methodology is illustrated in 2 numerical examples.

Original languageEnglish (US)
Pages (from-to)2683-2704
Number of pages22
JournalCommunications in Statistics - Theory and Methods
Volume19
Issue number7
DOIs
StatePublished - Jan 1 1990

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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